Liquidity spillovers in the global stock markets: Lessons for risk management
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Published in | Global finance journal Vol. 58; p. 100896 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
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01.11.2023
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ArticleNumber | 100896 |
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Author | Ferreira, Guillermo Márquez Sanders, Vicente A. Muñoz Mendoza, Jorge A. |
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Cites_doi | 10.1016/0304-405X(85)90044-3 10.1016/j.jeconom.2014.04.012 10.1002/jae.2676 10.1007/s11079-020-09613-3 10.1111/0022-1082.00494 10.1016/j.jfineco.2008.06.002 10.1016/j.irfa.2019.05.002 10.1016/j.najef.2022.101735 10.1016/S0304-405X(00)00091-X 10.1016/j.irfa.2022.102273 10.1016/S0165-1765(97)00214-0 10.1111/j.1468-0297.2008.02208.x 10.1016/j.eneco.2014.06.004 10.1017/S1468109913000133 10.1016/j.jenvman.2022.115618 10.1016/j.ijforecast.2011.02.006 10.1016/j.jfineco.2010.01.002 10.1016/j.jfineco.2004.06.007 10.1111/j.1540-6261.2012.01729.x 10.1016/0304-4076(95)01753-4 10.1016/j.eneco.2014.06.008 10.1016/j.irfa.2014.01.010 10.1016/j.irfa.2015.03.009 10.1111/j.1540-6261.1988.tb04594.x 10.1016/S1386-4181(01)00024-6 10.1016/j.irfa.2020.101466 10.1111/j.1475-6803.2001.tb00763.x 10.1016/j.irfa.2014.07.013 10.1016/j.jfineco.2015.04.005 10.1093/rfs/hhm054 10.1016/S0304-405X(99)00057-4 10.1002/jae.2585 10.1093/rfs/hhn098 10.1016/j.irfa.2021.102005 10.1016/j.eneco.2017.07.012 |
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References | Huberman (10.1016/j.gfj.2023.100896_bb0115) 2001; 24 Chordia (10.1016/j.gfj.2023.100896_bb0035) 2000; 56 Diebold (10.1016/j.gfj.2023.100896_bb0065) 2014; 182 World Bank (10.1016/j.gfj.2023.100896_bb0180) Hasbrouck (10.1016/j.gfj.2023.100896_bb0110) 2001; 59 Goyenko (10.1016/j.gfj.2023.100896_bb0090) 2009; 92 Pesaran (10.1016/j.gfj.2023.100896_bb0150) 1998; 58 Andrikopoulos (10.1016/j.gfj.2023.100896_bb0020) 2014; 35 Grillini (10.1016/j.gfj.2023.100896_bb0095) 2022; 83 Amihud (10.1016/j.gfj.2023.100896_bb0010) 2002; 5 Brunnermeier (10.1016/j.gfj.2023.100896_bb0030) 2009; 22 Smimou (10.1016/j.gfj.2023.100896_bb0160) 2016; 48 Koop (10.1016/j.gfj.2023.100896_bb0135) 1996; 74 Karim (10.1016/j.gfj.2023.100896_bb0130) 2022; 318 Corwin (10.1016/j.gfj.2023.100896_bb0045) 2012; 67 Barigozzi (10.1016/j.gfj.2023.100896_bb0025) 2019; 34 Diebold (10.1016/j.gfj.2023.100896_bb0060) 2012; 28 Lipscy (10.1016/j.gfj.2023.100896_bb0140) 2013; 14 Tiwari (10.1016/j.gfj.2023.100896_bb0170) 2022; 62 Karali (10.1016/j.gfj.2023.100896_bb0125) 2014; 46 Demirer (10.1016/j.gfj.2023.100896_bb0050) 2018; 33 Grillini (10.1016/j.gfj.2023.100896_bb0100) 2019; 64 Samitas (10.1016/j.gfj.2023.100896_bb0155) 2022; 80 Grossman (10.1016/j.gfj.2023.100896_bb0105) 1988; 43 Forbes (10.1016/j.gfj.2023.100896_bb0080) 2002; 57 Watanabe (10.1016/j.gfj.2023.100896_bb0175) 2008; 21 Diebold (10.1016/j.gfj.2023.100896_bb0055) 2009; 119 Amihud (10.1016/j.gfj.2023.100896_bb0015) 2015; 117 Jebabli (10.1016/j.gfj.2023.100896_bb0120) 2014; 45 Chuliá (10.1016/j.gfj.2023.100896_bb0040) 2020; 69 Economides (10.1016/j.gfj.2023.100896_bb0070) 2021; 32 Glosten (10.1016/j.gfj.2023.100896_bb0085) 1985; 14 Longstaff (10.1016/j.gfj.2023.100896_bb0145) 2010; 97 Foran (10.1016/j.gfj.2023.100896_bb0075) 2014; 32 Sukcharoen (10.1016/j.gfj.2023.100896_bb0165) 2017; 66 Acharya (10.1016/j.gfj.2023.100896_bb0005) 2005; 77 |
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Hedging downside risk of oil refineries: A vine copula approach publication-title: Energy Economics doi: 10.1016/j.eneco.2017.07.012 contributor: fullname: Sukcharoen |
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